CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3334 |
1.3378 |
0.0044 |
0.3% |
1.3291 |
| High |
1.3384 |
1.3390 |
0.0006 |
0.0% |
1.3396 |
| Low |
1.3331 |
1.3296 |
-0.0035 |
-0.3% |
1.3205 |
| Close |
1.3347 |
1.3346 |
-0.0001 |
0.0% |
1.3347 |
| Range |
0.0053 |
0.0094 |
0.0041 |
77.4% |
0.0191 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.2% |
0.0000 |
| Volume |
87 |
129 |
42 |
48.3% |
446 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3626 |
1.3580 |
1.3398 |
|
| R3 |
1.3532 |
1.3486 |
1.3372 |
|
| R2 |
1.3438 |
1.3438 |
1.3363 |
|
| R1 |
1.3392 |
1.3392 |
1.3355 |
1.3368 |
| PP |
1.3344 |
1.3344 |
1.3344 |
1.3332 |
| S1 |
1.3298 |
1.3298 |
1.3337 |
1.3274 |
| S2 |
1.3250 |
1.3250 |
1.3329 |
|
| S3 |
1.3156 |
1.3204 |
1.3320 |
|
| S4 |
1.3062 |
1.3110 |
1.3294 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3889 |
1.3809 |
1.3452 |
|
| R3 |
1.3698 |
1.3618 |
1.3400 |
|
| R2 |
1.3507 |
1.3507 |
1.3382 |
|
| R1 |
1.3427 |
1.3427 |
1.3365 |
1.3467 |
| PP |
1.3316 |
1.3316 |
1.3316 |
1.3336 |
| S1 |
1.3236 |
1.3236 |
1.3329 |
1.3276 |
| S2 |
1.3125 |
1.3125 |
1.3312 |
|
| S3 |
1.2934 |
1.3045 |
1.3294 |
|
| S4 |
1.2743 |
1.2854 |
1.3242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3396 |
1.3274 |
0.0122 |
0.9% |
0.0073 |
0.5% |
59% |
False |
False |
105 |
| 10 |
1.3396 |
1.3157 |
0.0239 |
1.8% |
0.0086 |
0.6% |
79% |
False |
False |
96 |
| 20 |
1.3396 |
1.3032 |
0.0364 |
2.7% |
0.0085 |
0.6% |
86% |
False |
False |
79 |
| 40 |
1.3500 |
1.3023 |
0.0477 |
3.6% |
0.0071 |
0.5% |
68% |
False |
False |
48 |
| 60 |
1.3500 |
1.2690 |
0.0810 |
6.1% |
0.0057 |
0.4% |
81% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3790 |
|
2.618 |
1.3636 |
|
1.618 |
1.3542 |
|
1.000 |
1.3484 |
|
0.618 |
1.3448 |
|
HIGH |
1.3390 |
|
0.618 |
1.3354 |
|
0.500 |
1.3343 |
|
0.382 |
1.3332 |
|
LOW |
1.3296 |
|
0.618 |
1.3238 |
|
1.000 |
1.3202 |
|
1.618 |
1.3144 |
|
2.618 |
1.3050 |
|
4.250 |
1.2897 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3345 |
1.3341 |
| PP |
1.3344 |
1.3337 |
| S1 |
1.3343 |
1.3332 |
|